Pricing, risk and hedging of European options: Uncertainty versus stochastic approaches

Keyphrases

• European Options 100%
• Pricing Risk 100%
• Call Option 100%
• Stochastic Approach 100%
• Strike Price 66%
• Preference Level 66%
• Experimental Parameters 33%
• Greek Letters 33%
• Uncertainty Theory 33%
• Volatility Level 33%
• Stock Model 33%
• Delta Hedging 33%
• Uncertainty Framework 33%
• Hedgers 33%
• Financial Risk Management 33%
• Matrix Norm 33%
• Order Relation 33%
• Business Parameters 33%
• Certainty Approach 33%
• Scholes Model 33%
• Black-box Model 33%
• Criteria-based 33%
• Asset Volatility 33%
• Hedging Strategy 33%
• Option Premium 33%
• Numerical Experiments 33%
• Expert Views 33%
• Expert Preferences 33%

Economics, Econometrics and Finance

• Option Trading 100%
• Inventory Model 16%
• Financial Risk Management 16%
• Uncertainty Theory 16%